+504.6%
CSX vs ALLY
+191.1%
+313.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | +3.7% | -7.1% | -4.6% |
| 30D | -3.1% | -2.3% | -0.8% | -2.4% |
| 3M | +7.2% | +3.8% | +3.3% | +5.5% |
| 6M | +16.2% | +9.7% | +6.5% | +11.8% |
| YTD | +37.5% | -1.4% | +39.0% | +36.9% |
| 1Y | +53.2% | +8.2% | +45.0% | +47.1% |
| 3Y | +68.2% | +66.5% | +1.8% | +34.1% |
| 5Y | +65.2% | +1.2% | +64.0% | +50.4% |
| All | +504.6% | +191.1% | +313.4% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling